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st: Method for first stage, in xtivreg


From   Hans Henrik Sievertsen <hhsievertsen@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Method for first stage, in xtivreg
Date   Tue, 23 Feb 2010 22:40:13 +0100

hi all,
I am really sorry for reposting.
Is it impossible to find out what procedure xtivreg uses in the first
stage? B I I am really frustrated about xtivreg.
I run
xtivreg x1-x12 (x13=x14 x15), re first

And get the first stage results. That is fine, but I would like to know how
it estimates the first stage. I tried to replicate the first stage with OLS,
RE, BE, FE etc... I cannot get the same results? I wonder why?

Thanks in advance!

Regards
Hans

2010/2/14 Hans Henrik Sievertsen <hhsievertsen@gmail.com>

> Hi,
>
> I have a simple question
>
> In an xtivreg estimation with RE. How is the first stage estimated?
> Is it a GLS estimation as well?
>
> Thanks in advance,
> Hans
>
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